KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0267	18.47
$α$	0.1352	33.20
$β$	0.8868	384.40
$γ$	-0.0440	-6.48

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Dongbang Agro Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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